This document discusses probability theory and related concepts. It covers probability, random variables, transformations of random variables, multiple random variables, stochastic processes, white noise and colored noise, and simulating correlated noise. Some key topics include probability distributions, expectation, independence, covariance, stationary and ergodic processes, power spectra, and generating correlated noise. The document provides mathematical definitions and examples to explain these fundamental probability and statistics concepts.
Nanofluid Flow past an Unsteady Permeable Shrinking Sheet with Heat Source or...IJERA Editor
The consideration of nanofluids has been paid a good attention on the forced convection; the analysis focusing
nanofluids in porous media are limited in literature. Thus, the use of nanofluids in porous media would be very
much helpful in heat and mass transfer enhancement. In this paper, the influence of variable suction, Newtonian
heating and heat source or sink heat and mass transfer over a permeable shrinking sheet embedded in a porous
medium filled with a nanofluid is discussed in detail. The solutions of the nonlinear equations governing the
velocɨty, temperature and concentration profiles are solved numerically using Runge-Kutta Gill procedure
together with shooting method and graphical results for the resulting parameters are displayed and discussed.
The influence of the physical parameters on skin-friction coefficient, local Nusselt number and local Sherwood
number are shown in a tabulated form.
Reference: R. K. Vierck, Vibration Analysis, 2nd Edition, Harper & Row Publishers, New York, NY, 1979, sec. 5-8.
Solver(s):
ANSYS Mechanical
Analysis Type(s): Flexible Dynamic Analysis
Element Type(s): Solid and Spring
Entanglement Behavior of 2D Quantum ModelsShu Tanaka
I gave an oral presentation at YITP Workshop on Quantum Information Physics (YQIP2014).
http://www2.yukawa.kyoto-u.ac.jp/~yitpqip2014.ws/index.php
This presentation is based on the following papers.
http://iopscience.iop.org/1751-8121/43/25/255303
http://prb.aps.org/abstract/PRB/v84/i24/e245128
http://pra.aps.org/abstract/PRA/v86/i3/e032326
https://www.jstage.jst.go.jp/article/iis/19/1/19_IIS190115/_article
Preprint version are available via
http://arxiv.org/abs/1003.2007
http://arxiv.org/abs/1107.3888
http://arxiv.org/abs/1207.6752
http://arxiv.org/abs/1307.1939
京都大学基礎物理学研究所で開催されたワークショップ、"YITP Workshop on Quantum Information Physics (YQIP2014)"で口頭講演を行いました。
http://www2.yukawa.kyoto-u.ac.jp/~yitpqip2014.ws/index.php
本発表は以下の論文に基づいています。
http://iopscience.iop.org/1751-8121/43/25/255303
http://prb.aps.org/abstract/PRB/v84/i24/e245128
http://pra.aps.org/abstract/PRA/v86/i3/e032326
https://www.jstage.jst.go.jp/article/iis/19/1/19_IIS190115/_article
プレプリントバージョンは、以下のサイトから閲覧できます。
http://arxiv.org/abs/1003.2007
http://arxiv.org/abs/1107.3888
http://arxiv.org/abs/1207.6752
http://arxiv.org/abs/1307.1939
A Novel Space-time Discontinuous Galerkin Method for Solving of One-dimension...TELKOMNIKA JOURNAL
In this paper we propose a high-order space-time discontinuous Galerkin (STDG) method for
solving of one-dimensional electromagnetic wave propagations in homogeneous medium. The STDG
method uses finite element Discontinuous Galerkin discretizations in spatial and temporal domain
simultaneously with high order piecewise Jacobi polynomial as the basis functions. The algebraic
equations are solved using Block Gauss-Seidel iteratively in each time step. The STDG method is
unconditionally stable, so the CFL number can be chosen arbitrarily. Numerical examples show that the
proposed STDG method is of exponentially accuracy in time.
Nanofluid Flow past an Unsteady Permeable Shrinking Sheet with Heat Source or...IJERA Editor
The consideration of nanofluids has been paid a good attention on the forced convection; the analysis focusing
nanofluids in porous media are limited in literature. Thus, the use of nanofluids in porous media would be very
much helpful in heat and mass transfer enhancement. In this paper, the influence of variable suction, Newtonian
heating and heat source or sink heat and mass transfer over a permeable shrinking sheet embedded in a porous
medium filled with a nanofluid is discussed in detail. The solutions of the nonlinear equations governing the
velocɨty, temperature and concentration profiles are solved numerically using Runge-Kutta Gill procedure
together with shooting method and graphical results for the resulting parameters are displayed and discussed.
The influence of the physical parameters on skin-friction coefficient, local Nusselt number and local Sherwood
number are shown in a tabulated form.
Reference: R. K. Vierck, Vibration Analysis, 2nd Edition, Harper & Row Publishers, New York, NY, 1979, sec. 5-8.
Solver(s):
ANSYS Mechanical
Analysis Type(s): Flexible Dynamic Analysis
Element Type(s): Solid and Spring
Entanglement Behavior of 2D Quantum ModelsShu Tanaka
I gave an oral presentation at YITP Workshop on Quantum Information Physics (YQIP2014).
http://www2.yukawa.kyoto-u.ac.jp/~yitpqip2014.ws/index.php
This presentation is based on the following papers.
http://iopscience.iop.org/1751-8121/43/25/255303
http://prb.aps.org/abstract/PRB/v84/i24/e245128
http://pra.aps.org/abstract/PRA/v86/i3/e032326
https://www.jstage.jst.go.jp/article/iis/19/1/19_IIS190115/_article
Preprint version are available via
http://arxiv.org/abs/1003.2007
http://arxiv.org/abs/1107.3888
http://arxiv.org/abs/1207.6752
http://arxiv.org/abs/1307.1939
京都大学基礎物理学研究所で開催されたワークショップ、"YITP Workshop on Quantum Information Physics (YQIP2014)"で口頭講演を行いました。
http://www2.yukawa.kyoto-u.ac.jp/~yitpqip2014.ws/index.php
本発表は以下の論文に基づいています。
http://iopscience.iop.org/1751-8121/43/25/255303
http://prb.aps.org/abstract/PRB/v84/i24/e245128
http://pra.aps.org/abstract/PRA/v86/i3/e032326
https://www.jstage.jst.go.jp/article/iis/19/1/19_IIS190115/_article
プレプリントバージョンは、以下のサイトから閲覧できます。
http://arxiv.org/abs/1003.2007
http://arxiv.org/abs/1107.3888
http://arxiv.org/abs/1207.6752
http://arxiv.org/abs/1307.1939
A Novel Space-time Discontinuous Galerkin Method for Solving of One-dimension...TELKOMNIKA JOURNAL
In this paper we propose a high-order space-time discontinuous Galerkin (STDG) method for
solving of one-dimensional electromagnetic wave propagations in homogeneous medium. The STDG
method uses finite element Discontinuous Galerkin discretizations in spatial and temporal domain
simultaneously with high order piecewise Jacobi polynomial as the basis functions. The algebraic
equations are solved using Block Gauss-Seidel iteratively in each time step. The STDG method is
unconditionally stable, so the CFL number can be chosen arbitrarily. Numerical examples show that the
proposed STDG method is of exponentially accuracy in time.
International Journal of Mathematics and Statistics Invention (IJMSI) is an international journal intended for professionals and researchers in all fields of computer science and electronics. IJMSI publishes research articles and reviews within the whole field Mathematics and Statistics, new teaching methods, assessment, validation and the impact of new technologies and it will continue to provide information on the latest trends and developments in this ever-expanding subject. The publications of papers are selected through double peer reviewed to ensure originality, relevance, and readability. The articles published in our journal can be accessed online.
Interlayer-Interaction Dependence of Latent Heat in the Heisenberg Model on a...Shu Tanaka
Our paper entitled “Interlayer-Interaction Dependence of Latent Heat in the Heisenberg Model on a Stacked Triangular Lattice with Competing Interactions" was published in Physical Review E. This work was done in collaboration with Dr. Ryo Tamura (NIMS).
http://pre.aps.org/abstract/PRE/v88/i5/e052138
NIMSの田村亮さんとの共同研究論文 “Interlayer-Interaction Dependence of Latent Heat in the Heisenberg Model on a Stacked Triangular Lattice with Competing Interactions" が Physical Review E に掲載されました。
http://pre.aps.org/abstract/PRE/v88/i5/e052138
In this research paper, specific reaction rates of first order, second order; third order and m th order reactions are represented in terms of factorial function. These results would be further applied to obtain half life period as a particular case in application section.
In this article we give a Navier-Stokes like equation with complex variables starting from Schrodinger
equation. Two emerging quantities, alpha – describing the force density- and Omega-describing the current density
rotation- are found. The flow processes two dimensional characteristics. A definition of pressure arises. The terms
in this equation are well separated in real and imaginary parts. The article might be said to give some justification
in favour of the ether. What is primary in all these is the description of the velocity in terms of the gradient of an
unknown quantity, the wave function.
International Journal of Engineering Research and Development (IJERD)IJERD Editor
call for paper 2012, hard copy of journal, research paper publishing, where to publish research paper,
journal publishing, how to publish research paper, Call For research paper, international journal, publishing a paper, IJERD, journal of science and technology, how to get a research paper published, publishing a paper, publishing of journal, publishing of research paper, reserach and review articles, IJERD Journal, How to publish your research paper, publish research paper, open access engineering journal, Engineering journal, Mathemetics journal, Physics journal, Chemistry journal, Computer Engineering, Computer Science journal, how to submit your paper, peer reviw journal, indexed journal, reserach and review articles, engineering journal, www.ijerd.com, research journals,
yahoo journals, bing journals, International Journal of Engineering Research and Development, google journals, hard copy of journal
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
International Journal of Mathematics and Statistics Invention (IJMSI) is an international journal intended for professionals and researchers in all fields of computer science and electronics. IJMSI publishes research articles and reviews within the whole field Mathematics and Statistics, new teaching methods, assessment, validation and the impact of new technologies and it will continue to provide information on the latest trends and developments in this ever-expanding subject. The publications of papers are selected through double peer reviewed to ensure originality, relevance, and readability. The articles published in our journal can be accessed online.
Interlayer-Interaction Dependence of Latent Heat in the Heisenberg Model on a...Shu Tanaka
Our paper entitled “Interlayer-Interaction Dependence of Latent Heat in the Heisenberg Model on a Stacked Triangular Lattice with Competing Interactions" was published in Physical Review E. This work was done in collaboration with Dr. Ryo Tamura (NIMS).
http://pre.aps.org/abstract/PRE/v88/i5/e052138
NIMSの田村亮さんとの共同研究論文 “Interlayer-Interaction Dependence of Latent Heat in the Heisenberg Model on a Stacked Triangular Lattice with Competing Interactions" が Physical Review E に掲載されました。
http://pre.aps.org/abstract/PRE/v88/i5/e052138
In this research paper, specific reaction rates of first order, second order; third order and m th order reactions are represented in terms of factorial function. These results would be further applied to obtain half life period as a particular case in application section.
In this article we give a Navier-Stokes like equation with complex variables starting from Schrodinger
equation. Two emerging quantities, alpha – describing the force density- and Omega-describing the current density
rotation- are found. The flow processes two dimensional characteristics. A definition of pressure arises. The terms
in this equation are well separated in real and imaginary parts. The article might be said to give some justification
in favour of the ether. What is primary in all these is the description of the velocity in terms of the gradient of an
unknown quantity, the wave function.
International Journal of Engineering Research and Development (IJERD)IJERD Editor
call for paper 2012, hard copy of journal, research paper publishing, where to publish research paper,
journal publishing, how to publish research paper, Call For research paper, international journal, publishing a paper, IJERD, journal of science and technology, how to get a research paper published, publishing a paper, publishing of journal, publishing of research paper, reserach and review articles, IJERD Journal, How to publish your research paper, publish research paper, open access engineering journal, Engineering journal, Mathemetics journal, Physics journal, Chemistry journal, Computer Engineering, Computer Science journal, how to submit your paper, peer reviw journal, indexed journal, reserach and review articles, engineering journal, www.ijerd.com, research journals,
yahoo journals, bing journals, International Journal of Engineering Research and Development, google journals, hard copy of journal
The International Journal of Engineering & Science is aimed at providing a platform for researchers, engineers, scientists, or educators to publish their original research results, to exchange new ideas, to disseminate information in innovative designs, engineering experiences and technological skills. It is also the Journal's objective to promote engineering and technology education. All papers submitted to the Journal will be blind peer-reviewed. Only original articles will be published.
The papers for publication in The International Journal of Engineering& Science are selected through rigorous peer reviews to ensure originality, timeliness, relevance, and readability.
These are slides for my tutorial talk on network dynamics. (The colors are fine in the downloaded version, though there seem to be color issues if you view the slides directly in slideshare.)
Fluctuation of LQ45 index and BCA stock price at Indonesian Stock Echange IDXIJERA Editor
The finance market can be consider as as complex system in physics. The moving stock price can be regarded as moving colloid particle that obey stochastic process. In this research, the stock is assumed to obey Geometric Brownian Motion and the variance obeys Ornstein-Uhlenbeck stochastic process. The theoritical probability density of return in this model is in accordance with the empirical probability density of return that taken from LQ45 dan BCA data series at Stheir peaks and their tails. The theoritical probability densities of the return in this model is compared with the Gaussian distribution, Power law, and exponential distribution.
PROGRAMMA ATTIVITA’ DIDATTICA A.A. 2016/17
DOTTORATO DI RICERCA IN INGEGNERIA STRUTTURALE E GEOTECNICA
____________________________________________________________
STOCHASTIC DYNAMICS AND MONTE CARLO SIMULATION IN EARTHQUAKE ENGINEERING APPLICATIONS
Lecture Series by
Agathoklis Giaralis, Ph.D., M.ASCE., P.E. City, University of London
Visiting Professor Sapienza University of Rome
PROGRAMMA ATTIVITA’ DIDATTICA A.A. 2016/17
DOTTORATO DI RICERCA IN INGEGNERIA STRUTTURALE E GEOTECNICA
____________________________________________________________
STOCHASTIC DYNAMICS AND MONTE CARLO SIMULATION IN EARTHQUAKE ENGINEERING APPLICATIONS
Lecture Series by
Agathoklis Giaralis, Ph.D., M.ASCE., P.E. City, University of London
Visiting Professor Sapienza University of Rome
Sensing Method for Two-Target Detection in Time-Constrained Vector Poisson Ch...sipij
It is an experimental design problem in which there are two Poisson sources with two
possible and known rates, and one counter. Through a switch, the counter can observe
the sources individually or the counts can be combined so that the counter observes the
sum of the two. The sensor scheduling problem is to determine an optimal proportion of
the available time to be allocated toward individual and joint sensing, under a total time
constraint. Two different metrics are used for optimization: mutual information between
the sources and the observed counts, and probability of detection for the associated
source detection problem. Our results, which are primarily computational, indicate
similar but not identical results under the two cost functions.
Sensing Method for Two-Target Detection in Time-Constrained Vector Poisson Ch...sipij
It is an experimental design problem in which there are two Poisson sources with two possible and known rates, and one counter. Through a switch, the counter can observe the sources individually or the counts can be combined so that the counter observes the sum of the two. The sensor scheduling problem is to determine an optimal proportion of the available time to be allocated toward individual and joint sensing, under a total time
constraint. Two different metrics are used for optimization: mutual information between the sources and the observed counts, and probability of detection for the associated source detection problem. Our results, which are primarily computational, indicate similar but not identical results under the two cost functions.
Concepts and Problems in Quantum Mechanics, Lecture-II By Manmohan DashManmohan Dash
9 problems (part-I and II) and in depth the ideas of Quantum; such as Schrodinger Equation, Philosophy of Quantum reality and Statistical interpretation, Probability Distribution, Basic Operators, Uncertainty Principle.
NEW SCENARIO FOR TRANSITION TO SLOW 3-D TURBULENCE PART I.SLOW 1-D TURBULENCE...ijrap
Analyticalnon-perturbative study of thethree-dimensional nonlinear stochastic partialdifferential equation
with additive thermal noise, analogous to thatproposed by V.N.Nikolaevskii [1]-[5] to describelongitudinal
seismic waves, ispresented. Theequation has a threshold of short-waveinstability and symmetry, providing
longwavedynamics.New mechanism of quantum chaos generating in nonlineardynamical systemswith
infinite number of degrees of freedom is proposed. The hypothesis is said,that physical turbulence could be
identifiedwith quantum chaos of considered type. It is shown that the additive thermal noise destabilizes
dramatically the ground state of theNikolaevskii system thus causing it to make a direct transition from a
spatially uniform to a turbulent state
NEW SCENARIO FOR TRANSITION TO SLOW 3-D TURBULENCE PART I.SLOW 1-D TURBULENCE...ijrap
Analyticalnon-perturbative study of thethree-dimensional nonlinear stochastic partialdifferential equation
with additive thermal noise, analogous to thatproposed by V.N.Nikolaevskii [1]-[5] to describelongitudinal
seismic waves, ispresented. Theequation has a threshold of short-waveinstability and symmetry, providing
longwavedynamics.New mechanism of quantum chaos generating in nonlineardynamical systemswith
infinite number of degrees of freedom is proposed. The hypothesis is said,that physical turbulence could be
identifiedwith quantum chaos of considered type. It is shown that the additive thermal noise destabilizes
dramatically the ground state of theNikolaevskii system thus causing it to make a direct transition from a
spatially uniform to a turbulent state.
Bayesian Inference : Kalman filter 에서 Optimization 까지 - 김홍배 박사님AI Robotics KR
[AI x Robotics : The First] 행사 - 김홍배 박사님 강연
Bayesian Inference : Kalman filter 에서 Optimization 까지
AI Robotics KR
(https://www.facebook.com/groups/airoboticskr/)
UiPath Test Automation using UiPath Test Suite series, part 3DianaGray10
Welcome to UiPath Test Automation using UiPath Test Suite series part 3. In this session, we will cover desktop automation along with UI automation.
Topics covered:
UI automation Introduction,
UI automation Sample
Desktop automation flow
Pradeep Chinnala, Senior Consultant Automation Developer @WonderBotz and UiPath MVP
Deepak Rai, Automation Practice Lead, Boundaryless Group and UiPath MVP
GDG Cloud Southlake #33: Boule & Rebala: Effective AppSec in SDLC using Deplo...James Anderson
Effective Application Security in Software Delivery lifecycle using Deployment Firewall and DBOM
The modern software delivery process (or the CI/CD process) includes many tools, distributed teams, open-source code, and cloud platforms. Constant focus on speed to release software to market, along with the traditional slow and manual security checks has caused gaps in continuous security as an important piece in the software supply chain. Today organizations feel more susceptible to external and internal cyber threats due to the vast attack surface in their applications supply chain and the lack of end-to-end governance and risk management.
The software team must secure its software delivery process to avoid vulnerability and security breaches. This needs to be achieved with existing tool chains and without extensive rework of the delivery processes. This talk will present strategies and techniques for providing visibility into the true risk of the existing vulnerabilities, preventing the introduction of security issues in the software, resolving vulnerabilities in production environments quickly, and capturing the deployment bill of materials (DBOM).
Speakers:
Bob Boule
Robert Boule is a technology enthusiast with PASSION for technology and making things work along with a knack for helping others understand how things work. He comes with around 20 years of solution engineering experience in application security, software continuous delivery, and SaaS platforms. He is known for his dynamic presentations in CI/CD and application security integrated in software delivery lifecycle.
Gopinath Rebala
Gopinath Rebala is the CTO of OpsMx, where he has overall responsibility for the machine learning and data processing architectures for Secure Software Delivery. Gopi also has a strong connection with our customers, leading design and architecture for strategic implementations. Gopi is a frequent speaker and well-known leader in continuous delivery and integrating security into software delivery.
Securing your Kubernetes cluster_ a step-by-step guide to success !KatiaHIMEUR1
Today, after several years of existence, an extremely active community and an ultra-dynamic ecosystem, Kubernetes has established itself as the de facto standard in container orchestration. Thanks to a wide range of managed services, it has never been so easy to set up a ready-to-use Kubernetes cluster.
However, this ease of use means that the subject of security in Kubernetes is often left for later, or even neglected. This exposes companies to significant risks.
In this talk, I'll show you step-by-step how to secure your Kubernetes cluster for greater peace of mind and reliability.
Smart TV Buyer Insights Survey 2024 by 91mobiles.pdf91mobiles
91mobiles recently conducted a Smart TV Buyer Insights Survey in which we asked over 3,000 respondents about the TV they own, aspects they look at on a new TV, and their TV buying preferences.
Transcript: Selling digital books in 2024: Insights from industry leaders - T...BookNet Canada
The publishing industry has been selling digital audiobooks and ebooks for over a decade and has found its groove. What’s changed? What has stayed the same? Where do we go from here? Join a group of leading sales peers from across the industry for a conversation about the lessons learned since the popularization of digital books, best practices, digital book supply chain management, and more.
Link to video recording: https://bnctechforum.ca/sessions/selling-digital-books-in-2024-insights-from-industry-leaders/
Presented by BookNet Canada on May 28, 2024, with support from the Department of Canadian Heritage.
JMeter webinar - integration with InfluxDB and GrafanaRTTS
Watch this recorded webinar about real-time monitoring of application performance. See how to integrate Apache JMeter, the open-source leader in performance testing, with InfluxDB, the open-source time-series database, and Grafana, the open-source analytics and visualization application.
In this webinar, we will review the benefits of leveraging InfluxDB and Grafana when executing load tests and demonstrate how these tools are used to visualize performance metrics.
Length: 30 minutes
Session Overview
-------------------------------------------
During this webinar, we will cover the following topics while demonstrating the integrations of JMeter, InfluxDB and Grafana:
- What out-of-the-box solutions are available for real-time monitoring JMeter tests?
- What are the benefits of integrating InfluxDB and Grafana into the load testing stack?
- Which features are provided by Grafana?
- Demonstration of InfluxDB and Grafana using a practice web application
To view the webinar recording, go to:
https://www.rttsweb.com/jmeter-integration-webinar
Dev Dives: Train smarter, not harder – active learning and UiPath LLMs for do...UiPathCommunity
💥 Speed, accuracy, and scaling – discover the superpowers of GenAI in action with UiPath Document Understanding and Communications Mining™:
See how to accelerate model training and optimize model performance with active learning
Learn about the latest enhancements to out-of-the-box document processing – with little to no training required
Get an exclusive demo of the new family of UiPath LLMs – GenAI models specialized for processing different types of documents and messages
This is a hands-on session specifically designed for automation developers and AI enthusiasts seeking to enhance their knowledge in leveraging the latest intelligent document processing capabilities offered by UiPath.
Speakers:
👨🏫 Andras Palfi, Senior Product Manager, UiPath
👩🏫 Lenka Dulovicova, Product Program Manager, UiPath
Elevating Tactical DDD Patterns Through Object CalisthenicsDorra BARTAGUIZ
After immersing yourself in the blue book and its red counterpart, attending DDD-focused conferences, and applying tactical patterns, you're left with a crucial question: How do I ensure my design is effective? Tactical patterns within Domain-Driven Design (DDD) serve as guiding principles for creating clear and manageable domain models. However, achieving success with these patterns requires additional guidance. Interestingly, we've observed that a set of constraints initially designed for training purposes remarkably aligns with effective pattern implementation, offering a more ‘mechanical’ approach. Let's explore together how Object Calisthenics can elevate the design of your tactical DDD patterns, offering concrete help for those venturing into DDD for the first time!
2. Index
-2.1 Probability
-2.2 Random Variables
-2.3 Transformations of Random Variables
-2.4 Multiple Random Variables
2.4.1 Statistical independence
2.4.2 Multivariate statistics
- 2.5 Stochastic process
- 2.6 White noise and colored noise
- 2.7 Simulating correlated noise
6. 2.2 RANDOM VARIABLES
Random Variable (RV) : a functional mapping from a set of experimental
outcomes (the domain) to a set of real numbers (the range)
11. 2.2 RANDOM VARIABLES
Expectation(기댓값) : The expected value of an RV X is defined as its average
value over a large number of experiments. This can also be called the
expectation, the mean, or the average of the RV
15. 2.2 RANDOM VARIABLES
So for odd i, the i th moment in Equation is zero. We see that all of the odd moments of a
zero-mean random variable with a symmetric pdf are equal to 0 .
For Odd i,
i th Momentum
16. 2.3 TRANSFORMATIONS OF RANDOM VARIABLES
RVs, X and Y, related to one another by
the monotonic^2 functions g() and h()
RVs, X and Y, related to one another by
the nonmonotonic function, g() and h()
22. 2.4.1 Statistical independence
Correlation of two scalar RVs X and Y
uncorrelated
Independence vs Correlation
orthogonal
http://jaejunyoo.blogspot.com/2018/08/what-is-relationship-between-orthogonal.html
uncorrelated independent
uncorrelated independent : Both Gaussian
26. 2.5 STOCHASTIC PROCESSES
-If the RV at each time is continuous and time is continuous, then X(t) is a continuous random process.
EX. the temperature at each moment of the day is a continuous random process because both temperature and time are
continuous.
- If the RV at each time is discrete and time is continuous, then X(t) is a discrete random process.
EX. the number of people in a given building at each moment of the day is a discrete random process because the number
of people is a discrete variable and time is continuous.
- If the RV at each time is continuous and time is discrete, then X(t) is a continuous random sequence.
EX. the high temperature each day is a continuous random sequence because temperature is continuous but time is
discrete (day one, day two, etc.).
If the RV at each time is discrete and time is discrete, then X(t) is a discrete random sequence.
EX. the highest number of people in a given building each day is a discrete random sequence because the number of
people is a discrete variable and time is also discrete.
27. 2.5 STOCHASTIC PROCESSES
a stochastic process is an RV that changes with time, it has a distribution and density function that are functions of time
29. 2.5 STOCHASTIC PROCESSES
strict-sense stationary (SSS) : For some stochastic processes, the pdf does not change with time. In this case, the
stochastic process is called strict-sense stationary (SSS)
just stationary for short. In this case, the mean of the stochastic process is constant with respect to time, and
wide-sense stationary (WSS) :
For some stochastic processes, these two conditions are true even though the pdf does change with time.
Stochastic processes for which these two conditions are true are called wide-sense stationary (WSS).
31. 2.5 STOCHASTIC PROCESSES
Stationary vs WSS
Stationary Wide sense
stationary
Time Average
Auto correlation
These quantities are defined for continuous-time random processes as
32. 2.5 STOCHASTIC PROCESSES
Ergodic Process
1. Suppose each unit of an electrical instrument is manufactured with a small random bias. Is the noise of the instrumentation
ergodic? If we measure the noise of one instrument then we measure its bias, which is equal to its mean. However, if
we measure the noise of another instrument it might have a different mean because it has a different bias. In other
words, we cannot obtain the mean of the stochastic process by simply investigating one instrument (i.e., one realization of the
stochastic process). Therefore, the stochastic process is not ergodic.
2. Suppose each unit of an electrical instrument is manufactured identically, each with zero-mean stationary Gaussian
noise. Is the noise ergodic? In this case we could measure the mean of the process by measuring the noise of many
separate instruments at one instant of time, or by measuring the noise of one instrument over an extended period of
time. Either experiment would correctly inform us that the mean of the stochastic process is zero. We could find the
statistics of the stochastic process using all the instruments at a single time, or using a single instrument at many different
times. Therefore, the stochastic process is ergodic.